The U.S. has strains of puritanism and liberalism. In different areas, each side has won. When it comes to sex and drugs, the puritans have won. When it comes to free speech, the liberals have one. Which is free-er depends on who you are. If you're not a drug user, not poor, not black or hispanic, and not a minor, you're probably free-er in the U.S. You're less likely to get in trouble for starting a company selling violent video games, less likely to get nailed by a libel lawsuit for criticizing prominent celebrities, less likely to get in trouble for carrying a gun, etc.

If you're in one of the aforementioned categories, I agree that other countries are probably more free.